OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.54% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 21.76 | |
| 0.0238 | 10.01 | |
| 0.9010 | 484.43 | |
| 0.1210 | 23.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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